-29.2%
ETHA vs ALB
+41.0%
-70.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.2% |
| 7D | +2.9% | -8.6% | +11.5% | +5.9% |
| 30D | +31.4% | -4.0% | +35.4% | +32.7% |
| 3M | +48.9% | -17.4% | +66.3% | +57.2% |
| 6M | +20.9% | -25.4% | +46.3% | +29.2% |
| YTD | -17.2% | -10.5% | -6.6% | -17.8% |
| 1Y | -42.8% | +75.8% | -118.6% | -57.6% |
| All | -29.2% | +41.0% | -70.2% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling